The Sky Blues have shown interest in adding Cahill to their A-League roster under new mentor Arnold, but the celebrated veteran is under contract to American Major League Soccer team New York Red Bulls.

Cahill continues to rack up accomplishments, and accumulate honours after scoring in both of the games he played in at the recent World Cup

His sublime volley against the Netherlands is among the official contenders for goal of the tournament.

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This week Cahill won the 2014 MLS Best Athlete award at the 2014 ESPYS, the annual ESPN awards show.

"I think his price has gone up after yesterday, so nothing (is happening on the transfer front)," Arnold said on Friday.

While still on the lookout for another striker, Arnold is in no rush.

"We're doing our due diligence on a lot of players and the character references... (so) they are coming here for the right reasons," Arnold said.

"We're getting closer, but we're in no hurry. It's a situation that I'm very happy with the squad we've got at the moment."

After starting their pre-season with a 5-1 thumping of NSW Premier League side Macarthur Rams, Sydney head to New Zealand to play English Premier League sides Newcastle (Dunedin, July 22) and West Ham (Wellington, July 26).

"It's always exciting to play against these sorts of teams," Sydney star and off-season recruit Shane Smeltz said.

New Zealander striker Smeltz, and fellow forwards Alex Brosque and Bernie Ibini, are Sydney's major recruits.

Arnold hailed Brosque's improvement since his first stint with Sydney, with the club's all-time leading scorer returning after stints in Japan and the United Arab Emirates.

"I think he's a better player today than before he left (judging) from his performance against Macarthur the other night, but also from what I'm seeing on the training pitch," Arnold said.

"He's still got his pace, but his touch is much better. His awareness of play has improved out of sight."

While Arnold's main focus is on the opening round of the A-League in October, he said the inaugural FFA Cup was also extremely important.

"It would be good hopefully one day if the FFA Cup winners be given an Asian Champion League place to add more credibility to it," Arnold said.